Patria Investments Stock Alpha and Beta Analysis
| PAX Stock | USD 12.48 0.17 1.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Patria Investments. It also helps investors analyze the systematic and unsystematic risks associated with investing in Patria Investments over a specified time horizon. Remember, high Patria Investments' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Patria Investments' market risk premium analysis include:
Beta 1.1 | Alpha (0.02) | Risk 1.59 | Sharpe Ratio 0.0755 | Expected Return 0.12 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Patria |
Patria Investments Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Patria Investments market risk premium is the additional return an investor will receive from holding Patria Investments long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Patria Investments. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Patria Investments' performance over market.| α | -0.02 | β | 1.10 |
Patria Investments expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Patria Investments' Buy-and-hold return. Our buy-and-hold chart shows how Patria Investments performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Patria Investments Market Price Analysis
Market price analysis indicators help investors to evaluate how Patria Investments stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Patria Investments shares will generate the highest return on investment. By understating and applying Patria Investments stock market price indicators, traders can identify Patria Investments position entry and exit signals to maximize returns.
Patria Investments Return and Market Media
The median price of Patria Investments for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11.34 with a coefficient of variation of 3.75. The daily time series for the period is distributed with a sample standard deviation of 0.43, arithmetic mean of 11.36, and mean deviation of 0.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Patria Investments dividend paid on 9th of September 2024 | 09/09/2024 |
1 | XPPen Announces Participation at PAX AUS, Teasing the Unveiling of Groundbreaking Drawing Displays | 09/30/2024 |
2 | Introducing AgozTechs Genuine Leather Case With Belt Clip The Ultimate Mobile POS Accessory for Hospitality Pros | 10/07/2024 |
3 | Institutions own 32 percent of Patria Investments Limited shares but private companies control 54 percent of the company | 10/24/2024 |
4 | Patria Reports Third Quarter 2024 Earnings Results | 11/05/2024 |
5 | Patria Investments Announces Earnings Results | 11/07/2024 |
6 | Wellington Management Group LLP Adjusts Stake in Patria Investments Ltd | 11/08/2024 |
7 | It Might Not Be A Great Idea To Buy Patria Investments Limited For Its Next Dividend | 11/14/2024 |
8 | Aurora Investment Counsel Buys New Shares in Patria Investments Limited - MarketBeat | 11/21/2024 |
About Patria Investments Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Patria or other stocks. Alpha measures the amount that position in Patria Investments has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0544 | 0.0504 | 0.0631 | 0.0663 | Price To Sales Ratio | 9.35 | 7.92 | 6.98 | 6.63 |
Patria Investments Upcoming Company Events
As portrayed in its financial statements, the presentation of Patria Investments' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Patria Investments' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Patria Investments' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Patria Investments. Please utilize our Beneish M Score to check the likelihood of Patria Investments' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Patria Investments
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Additional Tools for Patria Stock Analysis
When running Patria Investments' price analysis, check to measure Patria Investments' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Patria Investments is operating at the current time. Most of Patria Investments' value examination focuses on studying past and present price action to predict the probability of Patria Investments' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Patria Investments' price. Additionally, you may evaluate how the addition of Patria Investments to your portfolios can decrease your overall portfolio volatility.